-10.8%
MDLN vs IP
+0.5%
-11.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.2% |
| 7D | +3.7% | -5.3% | +9.0% | +4.3% |
| 30D | -0.2% | -10.9% | +10.6% | +1.0% |
| 3M | +6.2% | +11.2% | -5.0% | +6.5% |
| 6M | -14.7% | -10.2% | -4.4% | -14.3% |
| YTD | -12.9% | -2.0% | -10.9% | -10.3% |
| All | -10.8% | +0.5% | -11.3% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling